+69.6%
IWM vs HCA
+118.7%
-49.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +2.3% | +6.1% | -3.8% | +1.4% |
| 3M | -8.3% | +21.4% | -29.7% | -10.8% |
| 6M | -1.3% | +17.2% | -18.5% | -3.5% |
| YTD | +13.5% | +7.5% | +6.0% | +12.1% |
| 1Y | +18.4% | +6.2% | +12.2% | +17.1% |
| 3Y | +69.6% | +122.0% | -52.4% | +15.4% |
| All | +69.6% | +118.7% | -49.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling